DAX Index Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	7,038.5	7,047.5	9.0	0.1%	6,940.0
High	7,108.0	7,062.0	-46.0	-0.6%	7,055.0
Low	7,038.5	7,005.0	-33.5	-0.5%	6,882.0
Close	7,093.0	7,023.0	-70.0	-1.0%	7,035.5
Range	69.5	57.0	-12.5	-18.0%	173.0
ATR	115.0	113.0	-1.9	-1.7%	0.0
Volume	93,343	113,913	20,570	22.0%	468,074

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,201.0	7,169.0	7,054.4
R3	7,144.0	7,112.0	7,038.7
R2	7,087.0	7,087.0	7,033.5
R1	7,055.0	7,055.0	7,028.2	7,042.5
PP	7,030.0	7,030.0	7,030.0	7,023.8
S1	6,998.0	6,998.0	7,017.8	6,985.5
S2	6,973.0	6,973.0	7,012.6
S3	6,916.0	6,941.0	7,007.3
S4	6,859.0	6,884.0	6,991.7

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,509.8	7,445.7	7,130.7
R3	7,336.8	7,272.7	7,083.1
R2	7,163.8	7,163.8	7,067.2
R1	7,099.7	7,099.7	7,051.4	7,131.8
PP	6,990.8	6,990.8	6,990.8	7,006.9
S1	6,926.7	6,926.7	7,019.6	6,958.8
S2	6,817.8	6,817.8	7,003.8
S3	6,644.8	6,753.7	6,987.9
S4	6,471.8	6,580.7	6,940.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,108.0	6,928.5	179.5	2.6%	69.7	1.0%	53%	False	False	97,946
10	7,108.0	6,882.0	226.0	3.2%	76.2	1.1%	62%	False	False	99,721
20	7,108.0	6,323.0	785.0	11.2%	121.1	1.7%	89%	False	False	124,288
40	7,108.0	6,098.0	1,010.0	14.4%	125.1	1.8%	92%	False	False	129,401
60	7,108.0	5,917.5	1,190.5	17.0%	126.6	1.8%	93%	False	False	112,085
80	7,108.0	5,917.5	1,190.5	17.0%	128.1	1.8%	93%	False	False	84,306
100	7,110.0	5,917.5	1,192.5	17.0%	130.2	1.9%	93%	False	False	67,487
120	7,217.5	5,917.5	1,300.0	18.5%	125.0	1.8%	85%	False	False	56,592

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,304.3
2.618	7,211.2
1.618	7,154.2
1.000	7,119.0
0.618	7,097.2
HIGH	7,062.0
0.618	7,040.2
0.500	7,033.5
0.382	7,026.8
LOW	7,005.0
0.618	6,969.8
1.000	6,948.0
1.618	6,912.8
2.618	6,855.8
4.250	6,762.8

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	7,033.5	7,056.5
PP	7,030.0	7,045.3
S1	7,026.5	7,034.2

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These figures are updated between 7pm and 10pm EST after a trading day.

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